Well, I'm not a beginner but I still watch them with subtitles. Sometimes the funny part is to laugh at the mistakes in translation. Otherwise, a beginner is... a beginner, so she/he needs a support to learn. Subtitles mix the listening with understanding and offer a help during the learning process. You can use movies to improve your foreign language. But be free to decide when you are intermediate and give up reading the subtitles. Good luck!
It's always better to watch movies with subtitles. Why? because it helps you learn new words. Once you've built a basic vocabulary it will get easier to listen or watch the film without needing to read the bottom of the screen.
I think for a beginner it's better to watch a movie without subtitles as a start it's better to learn a new word for a time but subtitles would prevent him from concentrating on listening to words